Soc. Generale Put 100 EL 20.09.2024
/ DE000SY18U14
Soc. Generale Put 100 EL 20.09.20.../ DE000SY18U14 /
06/09/2024 08:29:10 |
Chg.+0.140 |
Bid12:25:50 |
Ask12:25:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
+20.59% |
0.850 Bid Size: 3,600 |
1.040 Ask Size: 3,600 |
Estee Lauder Compani... |
100.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SY18U1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
25/06/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.89 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
0.89 |
Time value: |
0.05 |
Break-even: |
80.60 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
2.17% |
Delta: |
-0.85 |
Theta: |
-0.06 |
Omega: |
-7.32 |
Rho: |
-0.03 |
Quote data
Open: |
0.820 |
High: |
0.820 |
Low: |
0.820 |
Previous Close: |
0.680 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.65% |
1 Month |
|
|
-23.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.680 |
1M High / 1M Low: |
1.410 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.742 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.877 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |